IncomeDSP Mutual Fund

DSP BlackRock Dual Advantage Fund - Series 11 - 36M - Direct Plan - Growth Option (Maturity Date 04-Apr-2016)

₹12.9538▲ 0.0108 (0.08%)

Scheme Type

Close Ended Schemes

NAV History

-2.47%

365 data points · Period:1Y

Returns

CAGR

+1.40%

+2.03%

-5.78%

-3.27%

+9.37%

—

Returns over 1Y are annualized (CAGR). Past performance ≠ future results.

Growth of ₹10,000

Hypothetical

1Y Ago

₹9,753

-2.5%

3Y Ago

—

5Y Ago

—

Past performance ≠ future results

Fund Analytics

Score: 41.0 / 100

Performance

Total Returns

Simple return over period

-9.09%

CAGR

Compound annual growth rate

-9.09%

Growth of ₹10K

Hypothetical investment value

₹9,091

SIP XIRR

SIP internal rate of return

-5.34%

Risk

Volatility (Ann.)

Std deviation of returns

13.93%LOW

Max Drawdown

Worst peak-to-trough

-13.87%

Sharpe Ratio

Risk-adjusted return

-1.08POOR

Sortino Ratio

Downside risk-adjusted return

-1.36POOR

Benchmark

Beta

Market sensitivity

0.70DEF

Alpha

Excess return vs benchmark

-159.69%

Tracking Error

Deviation from benchmark

8.79%

Information Ratio

Alpha per unit tracking error

-18.17

Treynor Ratio

Return per unit systematic risk

-21.60

Capture

Upside Capture

Participation in market gains

75.48%

Downside Capture

Participation in market losses

74.90%

Rolling Returns

1Y Rolling CAGR

Avg 13.2% (-13.8% – 42.3%)

Risk-free rate: 6% (10Y G-Sec) · Benchmark: Nifty BeES ETF · As of 2016-04-04

vs Nifty 50

Pre-computed

PeriodFundNifty 50Alpha

1Y-9.1%+213.0%

-159.7%

3Y+9.5%+70.3%

-45.1%

5Y——

—

Beta

1Y:0.703Y:0.765Y:—

Underperforming the Nifty 50 index

Pre-computed metrics. Benchmark: Nippon India ETF Nifty BeES. Alpha = Fund CAGR − Index CAGR.

SIP Calculator

Auto-filled

Monthly

₹500₹1L

Period

Return (%)•

Invested

₹3,00,000

Wealth Gained

-₹14,762

Total Value

₹2,85,238

*Based on historical CAGR. Projections are illustrative, not guaranteed